HOW DID THE OLD FILTER GO? AND ANOTHER FILTER WITH HUGH IMPLICATIONS.
After most systems struggled in late 2007, a new filter was applied
to nearly all systems.
After 6.5 months, we ask how did it go?
Results of filter applied from august 12 2007
The
bottom line is Turbo Ultimate er returned a total
of 0.58 cents per trade without the filter, and $86.11 with
the filter!
see tables below
TURBO ULTIMATE WITH AUGUST 07 FILTER
TURBO ULTIMATE WITHOUT AUGUST 07 FILTER
Feb. 2008 highly prone to fail filter.
As of very late February, there is another filter to be applied
system wide. In short the filer identifies conditions that are
highly prone to fail, and stops the systems from entering.
The
results vary from significant to dramatic on
all systems shown.
ie Turbo Ultimate ER profit per trade increased $19.29 since
2/2002 and a hugh $55.55 in the last 12 months.
This
has very significant implications. For example
my concern for some time with Turbo Ultimate
er is that profit per trade
is just too low to overcome clients higher brokerage
costs, and high slippage compared to my own tradestation
account.
An extra $20 to $50 completely changes this.
The
table is not complete simply because it takes
me a long time to compile it fully, and it does
give just a brief snap shot of
the filters effect.
Note
also that not all systems are released to the public. i.e. I
personally normally trade the mid cap versions of my systems,
but don't always release them to the public. (the
profit and liquidly
is lower)
Disclaimer
In
order to ensure that you understand the risks
of commodities trading, please read and acknowledge
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DISCLOSURES & DISCLAIMERS
The following disclosure & disclaimers apply both to this site & to
materials that might be leased or purchased from TradeMaid Systems. Commodity
trading bears a high degree of risk. People can and do lose money. Past performance
does not guarantee future results.
HYPOTHETICAL
PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF
WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT
ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR
TO THOSE SHOWN. IN FACT THERE ARE FREQUENTLY SHARP DIFFERENCES
BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS
SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE
OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT
THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN
ADDITION, HYPOTHETICAL PERFORMANCE TRADING DOES NOT INVOLVE
FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY
ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING.
FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO
A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE
MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING
RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS
IN GENERAL OF THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM
WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL
PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL
TRADING RESULTS.
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purchased materials should be construed as a recommendation
to buy or sell any security or to participate in any particular
trading strategy. Trading in Commodity Futures is very risky.
There is a possibility of substantial financial loss, greater
even than monies initially invested. The simulated, hypothetical
performance results presented herein have certain inherent limitations,
due to the fact that the trades have not actually been executed.
Simulated trading results, in general, may be influenced by
the fact that the algorithms which generated them were designed
in consideration of historical trends, and with the benefit
of hindsight. Past real or hypothetical performance of the TradeMaid
Systems is not a guarantee of future results, real or hypothetical.
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would be likely to achieve profits or losses similar to the
real or hypothetical results described herein. TradeMaid Systems,
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For the purposes of this site, "real-time" means trades and results
that are out-of-sample, i.e. they occurred after the rules for the systems
were established or after trading of the system began. "Real-time" does
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3/23/2006
Turbo
Trader Pro has been introduced. Its is recommend that Turbo
Trader Clients
move to Turbo Pro.
This
is a minor upgrade to Turbo Trader. Most Logic is
unchanged. The differences
are as follows. Addition of a more intelligent profit
lock / stop and removal of one other type of stop.We
look for a subminiature
pattern before entry.Exit time shifted by a few minutes.
Removal of 1 of the 3 trading modules in the old
turbo trader. This accounts for about 14% reduction in trades and
increased profit per trade.The difference is about
an extra $20 r/t
per trade in
the last 12 months.
